Wavelet entropy of stochastic processes

We compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the normalized total wavelet entropy (NTWS) family [S. Blanco, A. Figliola, R.Q. Quiroga, O.A. Rosso, E. Serrano, Time–frequency analysis of electroencephalogram series, III. Wavelet packe...

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Detalles Bibliográficos
Autores: Zunino, Luciano José, Pérez, Darío Gabriel, Garavaglia, Mario José, Rosso, O. A.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2007
País:Argentina
Institución:Universidad Nacional de La Plata
Repositorio:SEDICI (UNLP)
Idioma:inglés
OAI Identifier:oai:sedici.unlp.edu.ar:10915/131070
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/131070
Access Level:acceso abierto
Palabra clave:Física
Wavelet analysis
Wavelet entropy
Fractional
Brownian motion
Fractional Gaussian noise
α-parameter
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spelling Wavelet entropy of stochastic processesZunino, Luciano JoséPérez, Darío GabrielGaravaglia, Mario JoséRosso, O. A.FísicaWavelet analysisWavelet entropyFractionalBrownian motionFractional Gaussian noiseα-parameterWe compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the normalized total wavelet entropy (NTWS) family [S. Blanco, A. Figliola, R.Q. Quiroga, O.A. Rosso, E. Serrano, Time–frequency analysis of electroencephalogram series, III. Wavelet packets and information cost function, Phys. Rev. E 57 (1998) 932–940; O.A. Rosso, S. Blanco, J. Yordanova, V. Kolev, A. Figliola, M. Schürmann, E. Başar, Wavelet entropy: a new tool for analysis of short duration brain electrical signals, J. Neurosci. Method 105 (2001) 65–75] and a second introduced by Tavares and Lucena [Physica A 357(1) (2005) 71–78]. In order to understand their advantages and disadvantages, exact results obtained for fractional Gaussian noise (<math><mo is="true">-</mo><mn is="true">1</mn><mo is="true"><</mo><mi is="true">α</mi><mo is="true"><</mo><mspace width="0.33em" is="true"></mspace><mn is="true">1</mn></math>) and fractional Brownian motion (<math><mn is="true">1</mn><mo is="true"><</mo><mi is="true">α</mi><mo is="true"><</mo><mspace width="0.33em" is="true"></mspace><mn is="true">3</mn></math>) are assessed. We find out that the NTWS family performs better as a characterization method for these stochastic processes.Centro de Investigaciones ÓpticasFacultad de IngenieríaFacultad de Ciencias Exactas2007info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionArticulohttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdf503-512http://sedici.unlp.edu.ar/handle/10915/131070enginfo:eu-repo/semantics/altIdentifier/issn/0378-4371info:eu-repo/semantics/altIdentifier/arxiv/physics/0603144info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physa.2006.12.057info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by/4.0/Creative Commons Attribution 4.0 International (CC BY 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2024-05-08T13:09:50Zoai:sedici.unlp.edu.ar:10915/131070Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292024-05-08 13:09:50.846SEDICI (UNLP) - Universidad Nacional de La Platafalse
dc.title.none.fl_str_mv Wavelet entropy of stochastic processes
title Wavelet entropy of stochastic processes
spellingShingle Wavelet entropy of stochastic processes
Zunino, Luciano José
Física
Wavelet analysis
Wavelet entropy
Fractional
Brownian motion
Fractional Gaussian noise
α-parameter
title_short Wavelet entropy of stochastic processes
title_full Wavelet entropy of stochastic processes
title_fullStr Wavelet entropy of stochastic processes
title_full_unstemmed Wavelet entropy of stochastic processes
title_sort Wavelet entropy of stochastic processes
dc.creator.none.fl_str_mv Zunino, Luciano José
Pérez, Darío Gabriel
Garavaglia, Mario José
Rosso, O. A.
author Zunino, Luciano José
author_facet Zunino, Luciano José
Pérez, Darío Gabriel
Garavaglia, Mario José
Rosso, O. A.
author_role author
author2 Pérez, Darío Gabriel
Garavaglia, Mario José
Rosso, O. A.
author2_role author
author
author
dc.subject.none.fl_str_mv Física
Wavelet analysis
Wavelet entropy
Fractional
Brownian motion
Fractional Gaussian noise
α-parameter
topic Física
Wavelet analysis
Wavelet entropy
Fractional
Brownian motion
Fractional Gaussian noise
α-parameter
description We compare two different definitions for the wavelet entropy associated to stochastic processes. The first one, the normalized total wavelet entropy (NTWS) family [S. Blanco, A. Figliola, R.Q. Quiroga, O.A. Rosso, E. Serrano, Time–frequency analysis of electroencephalogram series, III. Wavelet packets and information cost function, Phys. Rev. E 57 (1998) 932–940; O.A. Rosso, S. Blanco, J. Yordanova, V. Kolev, A. Figliola, M. Schürmann, E. Başar, Wavelet entropy: a new tool for analysis of short duration brain electrical signals, J. Neurosci. Method 105 (2001) 65–75] and a second introduced by Tavares and Lucena [Physica A 357(1) (2005) 71–78]. In order to understand their advantages and disadvantages, exact results obtained for fractional Gaussian noise (<math><mo is="true">-</mo><mn is="true">1</mn><mo is="true"><</mo><mi is="true">α</mi><mo is="true"><</mo><mspace width="0.33em" is="true"></mspace><mn is="true">1</mn></math>) and fractional Brownian motion (<math><mn is="true">1</mn><mo is="true"><</mo><mi is="true">α</mi><mo is="true"><</mo><mspace width="0.33em" is="true"></mspace><mn is="true">3</mn></math>) are assessed. We find out that the NTWS family performs better as a characterization method for these stochastic processes.
publishDate 2007
dc.date.none.fl_str_mv 2007
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Articulo
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://sedici.unlp.edu.ar/handle/10915/131070
url http://sedici.unlp.edu.ar/handle/10915/131070
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/issn/0378-4371
info:eu-repo/semantics/altIdentifier/arxiv/physics/0603144
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physa.2006.12.057
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
http://creativecommons.org/licenses/by/4.0/
Creative Commons Attribution 4.0 International (CC BY 4.0)
eu_rights_str_mv openAccess
rights_invalid_str_mv http://creativecommons.org/licenses/by/4.0/
Creative Commons Attribution 4.0 International (CC BY 4.0)
dc.format.none.fl_str_mv application/pdf
503-512
dc.source.none.fl_str_mv reponame:SEDICI (UNLP)
instname:Universidad Nacional de La Plata
instacron:UNLP
instname_str Universidad Nacional de La Plata
instacron_str UNLP
institution UNLP
reponame_str SEDICI (UNLP)
collection SEDICI (UNLP)
repository.name.fl_str_mv SEDICI (UNLP) - Universidad Nacional de La Plata
repository.mail.fl_str_mv alira@sedici.unlp.edu.ar
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